Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279681.7881 | 8615.0205 | 271066.7676 | 246565.379 | -65087.9429 | 311653.3219 |
Total P&L (%) | 279.6818 | 8.615 | 271.0668 | 246.5654 | -65.0879 | 311.6533 |
Avg Daily Profit (%) | 0.1832 | 0.0056 | 0.1776 | 0.0815 | -0.0689 | 0.0927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120776 | -148174 | -52803 | -381911 | -195482 | -210295 |
Profit Factor | 1.3064 | 1.0174 | 1.6483 | 1.1501 | 0.9285 | 1.4255 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 55.4745 | 54.0146 | 56.9343 | 55.4745 | 54.0146 | 56.9343 |
Ratio Avg Win / Avg Loss | 1.0485 | 0.8662 | 1.2468 | 0.9231 | 0.7904 | 1.0783 |
Largest Winning Trade | 42400 | 33223 | 42400 | 82211 | 66020 | 82211 |
Largest Losing Trade | -41725 | -30437 | -41725 | -94446 | -94446 | -51992 |
Avg Bars in Trades | 21 | 19 | 24 | 21 | 19 | 24 |
Avg Bars in Winners | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 5994 | 2633 | 3361 | 5994 | 2633 | 3361 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360759 | -553492 | 375313 | -138815 | -580170 | -67317 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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